Australian bank stock market data

A data set containing fundamental financial information for Australian banks.

Usage

from era_pl import load_data

data = load_data("aus_bank_rets")

Use from era_py import load_data for a pandas dataframe.

Format

3,047 rows and 4 columns. Column types below describe the stored Parquet data; loaders also restore categories and date types using the packaged metadata.

Column	Stored type	Description
gvkey	string	GVKEY (firm identifier)
datadate	date32[day]	Last trading date of month
ret	double	Stock return for month
mkt_cap	double	Market capitalization on datadate

Related R documentation.